Teaching Material

Please find below a selection of teaching material from my recent courses. If you spot a mistake on any of those slides or problem sets, please let me know. Some set of slides might be password-protected. Please feel free to reach out if you want to get access to those slides.

Current Courses at Tilburg University

Valuation and Risk Management (Fall 2023, TiSEM, graduate), first half of the course

Lecture Slides: Download

Problem sets and additional material:

Life Insurance (Spring 2023, TiSEM, undergraduate), second half of the course

Lecture slides with annotations: Download

Part III: Macro Longevity Risk

Part IV: Pricing under all Types of Risk

Problem set:

Asset Liability Management (Spring 2023, TiSEM, graduate), second part of the course.

Lecture Slides with annotations (password required): Download

Part II: Credit Risk ManagementContents and sample chapter:

  • §1 Credit and Liquidity Risk
  • §2 Physical Default Probabilities
  • §3 Credit Default Swaps
  • §4 Structural Models (Annotations)
  • §5 Portfolio Optimization with Corporate Bonds

Part III: Climate Finance Contents

  • §1 The Importance of Climate Risk
  • §2 Empirical Evidence
  • §3 Carbon Pricing
  • §4 Impact Investing

Former Courses taught in Frankfurt

Advanced Financial Economics (Winter 2021/22, GSEFM, Frankfurt, PhD course)

Lecture slides:

Problem sets:

Capital Markets and Asset Pricing (Summer 2022, GBS, Frankfurt, graduate)

Lecture slides with annotations (password required): Download

Contents and sample chapter:

  • §1 Introduction to Capital Markets
  • §2 Fixed Income Securities
  • §3 Option Pricing (Annotations)
  • §4 Credit and Liquidity Risk
  • §5 CAPM vs. APT

Problem sets:


Finanzderivate und Risikomanagement (Summer 2021, Goethe University Frankfurt, undergraduate, taught in German)

Lecture slides:

Problem sets: